Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,385.0 |
5,383.0 |
-2.0 |
0.0% |
5,775.0 |
High |
5,474.5 |
5,516.5 |
42.0 |
0.8% |
5,804.0 |
Low |
5,376.0 |
5,358.0 |
-18.0 |
-0.3% |
5,382.5 |
Close |
5,447.5 |
5,490.5 |
43.0 |
0.8% |
5,403.5 |
Range |
98.5 |
158.5 |
60.0 |
60.9% |
421.5 |
ATR |
125.8 |
128.2 |
2.3 |
1.9% |
0.0 |
Volume |
162,183 |
167,985 |
5,802 |
3.6% |
989,220 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,930.5 |
5,869.0 |
5,577.7 |
|
R3 |
5,772.0 |
5,710.5 |
5,534.1 |
|
R2 |
5,613.5 |
5,613.5 |
5,519.6 |
|
R1 |
5,552.0 |
5,552.0 |
5,505.0 |
5,582.8 |
PP |
5,455.0 |
5,455.0 |
5,455.0 |
5,470.4 |
S1 |
5,393.5 |
5,393.5 |
5,476.0 |
5,424.3 |
S2 |
5,296.5 |
5,296.5 |
5,461.4 |
|
S3 |
5,138.0 |
5,235.0 |
5,446.9 |
|
S4 |
4,979.5 |
5,076.5 |
5,403.3 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,794.5 |
6,520.5 |
5,635.3 |
|
R3 |
6,373.0 |
6,099.0 |
5,519.4 |
|
R2 |
5,951.5 |
5,951.5 |
5,480.8 |
|
R1 |
5,677.5 |
5,677.5 |
5,442.1 |
5,603.8 |
PP |
5,530.0 |
5,530.0 |
5,530.0 |
5,493.1 |
S1 |
5,256.0 |
5,256.0 |
5,364.9 |
5,182.3 |
S2 |
5,108.5 |
5,108.5 |
5,326.2 |
|
S3 |
4,687.0 |
4,834.5 |
5,287.6 |
|
S4 |
4,265.5 |
4,413.0 |
5,171.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,603.5 |
5,316.0 |
287.5 |
5.2% |
139.9 |
2.5% |
61% |
False |
False |
184,349 |
10 |
5,852.0 |
5,316.0 |
536.0 |
9.8% |
140.3 |
2.6% |
33% |
False |
False |
186,172 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.5% |
120.2 |
2.2% |
30% |
False |
False |
168,866 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.5% |
109.3 |
2.0% |
30% |
False |
False |
149,718 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.3% |
105.3 |
1.9% |
45% |
False |
False |
101,031 |
80 |
5,894.0 |
4,910.0 |
984.0 |
17.9% |
106.1 |
1.9% |
59% |
False |
False |
75,969 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.7% |
107.3 |
2.0% |
70% |
False |
False |
60,978 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.7% |
106.3 |
1.9% |
70% |
False |
False |
51,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,190.1 |
2.618 |
5,931.5 |
1.618 |
5,773.0 |
1.000 |
5,675.0 |
0.618 |
5,614.5 |
HIGH |
5,516.5 |
0.618 |
5,456.0 |
0.500 |
5,437.3 |
0.382 |
5,418.5 |
LOW |
5,358.0 |
0.618 |
5,260.0 |
1.000 |
5,199.5 |
1.618 |
5,101.5 |
2.618 |
4,943.0 |
4.250 |
4,684.4 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,472.8 |
5,465.8 |
PP |
5,455.0 |
5,441.0 |
S1 |
5,437.3 |
5,416.3 |
|